Heya !
There are two-ish keys in the dungeon:
1) The key to the interior can be inside any of the three milking rooms
2) The key to the waiting room door can be found either at the reception or the utility closet
There's a third exit key that spawn once you get caught, it can be in any of the explorable locations
About the locked room, you can eavesdrop a couple of girls talking about someone leaving the staff room opened at night, so all you have to do is explore the dungeon after 18:00